Transformations for multivariate statistics

Marsh, P (2004) Transformations for multivariate statistics. Econometric Theory. pp. 963-987. ISSN 0266-4666

Abstract

Metadata

Authors/Creators:
  • Marsh, P (pat.marsh@york.ac.uk)
Copyright, Publisher and Additional Information: © 2004 Cambridge University Press
Keywords: FINITE SAMPLE DISTRIBUTIONS,INFORMATION MATRIX TEST,ASYMPTOTIC EXPANSIONS,ECONOMETRIC ESTIMATORS,EDGEWORTH EXPANSIONS,CRITICAL-VALUES,BOOTSTRAP,APPROXIMATIONS,VALIDITY,THEOREM
Dates:
  • Published: October 2004
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Sherpa Assistant
Date Deposited: 19 Aug 2005
Last Modified: 18 Jul 2017 02:26
Published Version: http://dx.doi.org/10.1017/S0266466604205084
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1017/S0266466604205084

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